Predicting the impact of anticipatory action on US stock market : an event study using ANFIS (a neural fuzzy model)

• المؤلفون الرئيسيون: Mah, Ching Cheng, Lim, Mui Leng, Liow, Chiew Teng
• مؤلفون آخرون: Cheng, Philip Yim Kwong
• التنسيق: Final Year Project
• منشور في: 2008
• الموضوعات: DRNTU::Business::Finance::Equity
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/8731

We adopt a Neuro-fuzzy (or Neural Fuzzy) model–Adaptive Neural Fuzzy Inference System (ANFIS)–to predict when the market would take positions in anticipating an event to occur (the action day), and how the market would react (point and direction predictions of price movement and trading activity) wh...